Forecasting the Return of Carbon Price in the Chinese Market Based on an Improved Stacking Ensemble Algorithm

Recently, carbon price forecasting has become critical for financial markets and environmental protection. Due to their dynamic, nonlinear, and high noise characteristics, predicting carbon prices is difficult. Machine learning forecasting often uses stacked ensemble algorithms. As a result, common...

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Bibliographic Details
Published in:	Energies (Basel) Vol. 16; no. 11; p. 4520
Main Authors:	Ye, Peng, Li, Yong, Siddik, Abu Bakkar
Format:	Journal Article
Language:	English
Published:	Basel MDPI AG 01.06.2023
Subjects:	Algorithms Artificial intelligence Carbon carbon pricing carbon return forecasting Climate change Econometrics ensemble learning Financial markets Forecasts and trends improved stacking investment guidance Literature reviews Machine learning Neural networks Stochastic models Time series Volatility China
ISSN:	1996-1073, 1996-1073
Online Access:	Get full text
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